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Register a new userBayesian Discovery of Multiple Bayesian Networks via Transfer Learning
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Bayesian network structure learning algorithms with limited data are being used in domains such as systems biology and neuroscience to gain insight into the underlying processes that produce observed data. Learning reliable networks from limited data is difficult, therefore transfer learning can improve the robustness of learned networks by leveraging data from related tasks. Existing transfer learning algorithms for Bayesian network structure learning give a single maximum a posteriori estimate of network models. Yet, many other models may be equally likely, and so a more informative result is provided by Bayesian structure discovery. Bayesian structure discovery algorithms estimate posterior probabilities of structural features, such as edges. We present transfer learning for Bayesian structure discovery which allows us to explore the shared and unique structural features among related tasks. Efficient computation requires that our transfer learning objective factors into local calculations, which we prove is given by a broad class of transfer biases. Theoretically, we show the efficiency of our approach. Empirically, we show that compared to single task learning, transfer learning is better able to positively identify true edges. We apply the method to whole-brain neuroimaging data.
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We introduce a novel framework for the estimation of the posterior distribution over the weights of a neural network, based on a new probabilistic interpretation of adaptive optimisation algorithms such as AdaGrad and Adam. We demonstrate the effectiveness of our Bayesian Adam method, Badam, by experimentally showing that the learnt uncertainties correctly relate to the weights predictive capabilities by weight pruning. We also demonstrate the quality of the derived uncertainty measures by comparing the performance of Badam to standard methods in a Thompson sampling setting for multi-armed bandits, where good uncertainty measures are required for an agent to balance exploration and exploitation.
In federated learning problems, data is scattered across different servers and exchanging or pooling it is often impractical or prohibited. We develop a Bayesian nonparametric framework for federated learning with neural networks. Each data server is assumed to provide local neural network weights, which are modeled through our framework. We then develop an inference approach that allows us to synthesize a more expressive global network without additional supervision, data pooling and with as few as a single communication round. We then demonstrate the efficacy of our approach on federated learning problems simulated from two popular image classification datasets.
The count-min sketch (CMS) is a time and memory efficient randomized data structure that provides estimates of tokens frequencies in a data stream, i.e. point queries, based on random hashed data. Learning-augmented CMSs improve the CMS by learning models that allow to better exploit data properties. In this paper, we focus on the learning-augmented CMS of Cai, Mitzenmacher and Adams (textit{NeurIPS} 2018), which relies on Bayesian nonparametric (BNP) modeling of a data stream via Dirichlet process (DP) priors. This is referred to as the CMS-DP, and it leads to BNP estimates of a point query as posterior means of the point query given the hashed data. While BNPs is proved to be a powerful tool for developing robust learning-augmented CMSs, ideas and methods behind the CMS-DP are tailored to point queries under DP priors, and they can not be used for other priors or more general queries. In this paper, we present an alternative, and more flexible, derivation of the CMS-DP such that: i) it allows to make use of the Pitman-Yor process (PYP) prior, which is arguably the most popular generalization of the DP prior; ii) it can be readily applied to the more general problem of estimating range queries. This leads to develop a novel learning-augmented CMS under power-law data streams, referred to as the CMS-PYP, which relies on BNP modeling of the stream via PYP priors. Applications to synthetic and real data show that the CMS-PYP outperforms the CMS and the CMS-DP in the estimation of low-frequency tokens; this known to be a critical feature in natural language processing, where it is indeed common to encounter power-law data streams.
Bayesian Neural Networks (BNNs) have recently received increasing attention for their ability to provide well-calibrated posterior uncertainties. However, model selection---even choosing the number of nodes---remains an open question. Recent work has proposed the use of a horseshoe prior over node pre-activations of a Bayesian neural network, which effectively turns off nodes that do not help explain the data. In this work, we propose several modeling and inference advances that consistently improve the compactness of the model learned while maintaining predictive performance, especially in smaller-sample settings including reinforcement learning.
We place an Indian Buffet process (IBP) prior over the structure of a Bayesian Neural Network (BNN), thus allowing the complexity of the BNN to increase and decrease automatically. We further extend this model such that the prior on the structure of each hidden layer is shared globally across all layers, using a Hierarchical-IBP (H-IBP). We apply this model to the problem of resource allocation in Continual Learning (CL) where new tasks occur and the network requires extra resources. Our model uses online variational inference with reparameterisation of the Bernoulli and Beta distributions, which constitute the IBP and H-IBP priors. As we automatically learn the number of weights in each layer of the BNN, overfitting and underfitting problems are largely overcome. We show empirically that our approach offers a competitive edge over existing methods in CL.
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